Related papers: Microscopic realization of cross-correlated noise …
A system-reservoir nonlinear coupling model has been proposed for a situation where the reservoir is nonlinearly driven by an external Gaussian stationary noise which exposes the system particles to a nonequilibrium environment. Apart from…
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
We present an analytical framework to study the escape rate from a metastable state under the influence of two external multiplicative cross-correlated noise processes. Starting from a phenomenological stationary Langevin description with…
The non-Markovian features of three typical anomalous diffusing systems are studied by analytically solving the generalized Langevin equation directly driven by three kind of internal structured-noises: harmonic noise, harmonic velocity…
Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…
The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…
We show how the semiclassical Langevin method can be extended to calculations of higher-than-second cumulants of noise. These cumulants are affected by indirect correlations between the fluctuations, which may be considered as "noise of…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…
Brownian oscillator, i.e. a micron-sized or smaller particle trapped in a thermally fluctuating environment is studied. The confining harmonic potential can move with a constant velocity. As distinct from the standard Langevin theory, the…
We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation…
In a description of physical systems with Langevin equations, interacting degrees of freedom are usually coupled through symmetric parameter matrices. This coupling symmetry is a consequence of time-reversal symmetry of the involved…
The relativistic theory of hydrodynamic fluctuations, or noise, is derived and applied to high energy heavy ion collisions. These fluctuations are inherent in any space-time varying system and are in addition to initial state fluctuations.…
We consider a system-reservoir model where the reservoir is modulated by an external noise. Both the internal noise of the reservoir and the external noise are stationary, Gaussian and are characterized by arbitrary decaying correlation…
Using the recently developed covariant Ito-Langevin dynamics, we develop a non-equilibrium thermodynamic theory for small systems coupled to multiplicative noises. The theory is based on Ito-calculus, and is fully covariant under…
Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the…
Study of Langevin dynamics and the fluctuation-dissipation relation (FDR) for a generic probe system (represented by a mass $M$), bilinearly coupled to a bath of harmonic oscillators, has been a standard paradigm for a microscopic theory of…
We study fluctuations of small noise multiscale diffusions around their homogenized deterministic limit. We derive quantitative rates of convergence of the fluctuation processes to their Gaussian limits in the appropriate Wasserstein metric…
The measurement of finite frequency noise cross-correlations represents an experimental challenge in mesoscopic physics. Here we propose a generalisation of the resonant LC circuit setup of Lesovik and Loosen which allow to probe directly…
The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…
We present here a conjecture about the equivalence between the noise density of states of a system governed by a generalized Langevin equation and the fluctuation in the energy density of states in a Hamiltonian system. We present evidence…